PEMX Historical Sortino (Since Inception) Insights

Putnam Emerging Markets ex-China ETF (PEMX)

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Historical Sortino (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity Fundamental Emerging Markets ETF	Upgrade
Matthews Emerging Markets Equity Active ETF	Upgrade
KraneShares MSCI Emerging Markets ex China Idx ETF	Upgrade
Matthews Emerging Markets Sustainable Ftr Actv ETF	Upgrade
Global X Emerging Markets ex-China ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade